+257.2%
XOM vs CHTR
-81.7%
+338.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.2% |
| 7D | +4.1% | -4.1% | +8.2% | +4.4% |
| 30D | +4.6% | -3.0% | +7.5% | +4.6% |
| 3M | +14.0% | +4.8% | +9.2% | +13.0% |
| 6M | +11.0% | -35.0% | +46.0% | +14.8% |
| YTD | +40.7% | -30.2% | +70.9% | +44.2% |
| 1Y | +52.3% | -44.8% | +97.1% | +60.0% |
| 3Y | +60.5% | -66.6% | +127.0% | +76.4% |
| All | +257.2% | -81.7% | +338.9% | +285.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling